-93.9%
HTZ vs QID
-80.6%
-13.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.5% | -5.8% | -9.5% |
| 7D | -14.6% | +9.4% | -24.0% | -9.5% |
| 30D | -20.8% | +31.2% | -52.0% | -8.6% |
| 3M | -18.8% | +17.4% | -36.2% | -10.4% |
| 6M | -74.7% | +8.4% | -83.1% | -72.6% |
| YTD | -68.1% | -15.8% | -52.3% | -68.6% |
| 1Y | -73.5% | -16.3% | -57.1% | -73.9% |
| 3Y | -81.8% | -70.4% | -11.4% | -88.2% |
| 5Y | -95.2% | -74.8% | -20.5% | -96.4% |
| All | -93.9% | -80.6% | -13.4% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling